BVT Call 50 SGM 20.12.2024
/ DE000VD449S2
BVT Call 50 SGM 20.12.2024/ DE000VD449S2 /
| 7/31/2024 10:31:56 AM |
Chg.-0.006 |
Bid12:13:58 PM |
Ask12:13:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.092EUR |
-6.12% |
0.089
Bid Size: 34,000 |
0.102
Ask Size: 34,000 |
STMICROELECTRONICS |
50.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
VD449S |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
4/29/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
286.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.32 |
| Parity: |
-19.58 |
| Time value: |
0.11 |
| Break-even: |
50.11 |
| Moneyness: |
0.61 |
| Premium: |
0.65 |
| Premium p.a.: |
2.61 |
| Spread abs.: |
0.01 |
| Spread %: |
13.98% |
| Delta: |
0.04 |
| Theta: |
0.00 |
| Omega: |
10.78 |
| Rho: |
0.00 |
Quote data
| Open: |
0.092 |
| High: |
0.092 |
| Low: |
0.092 |
| Previous Close: |
0.098 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-80.00% |
| 1 Month |
|
|
-82.64% |
| 3 Months |
|
|
-90.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.098 |
| 1M High / 1M Low: |
0.830 |
0.098 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.176 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.527 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
384.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
